ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 09-Mar-2012

Day Change Summary
	Previous	Current
	08-Mar-2012	09-Mar-2012	Change	Change %	Previous Week
Open	131-155	131-095	-0-060	-0.1%	131-140
High	131-175	131-095	-0-080	-0.2%	131-250
Low	131-050	130-255	-0-115	-0.3%	130-255
Close	131-070	131-020	-0-050	-0.1%	131-020
Range	0-125	0-160	0-035	28.0%	0-315
ATR	0-178	0-177	-0-001	-0.7%	0-000
Volume	15,370	13,991	-1,379	-9.0%	127,592

Daily Pivots for day following 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-177	132-098	131-108
R3	132-017	131-258	131-064
R2	131-177	131-177	131-049
R1	131-098	131-098	131-035	131-058
PP	131-017	131-017	131-017	130-316
S1	130-258	130-258	131-005	130-218
S2	130-177	130-177	130-311
S3	130-017	130-098	130-296
S4	129-177	129-258	130-252

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-053	133-192	131-193
R3	133-058	132-197	131-107
R2	132-063	132-063	131-078
R1	131-202	131-202	131-049	131-135
PP	131-068	131-068	131-068	131-035
S1	130-207	130-207	130-311	130-140
S2	130-073	130-073	130-282
S3	129-078	129-212	130-253
S4	128-083	128-217	130-167

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-250	130-255	0-315	0.8%	0-142	0.3%	27%	False	True	25,518
10	131-285	130-215	1-070	0.9%	0-168	0.4%	32%	False	False	426,009
20	131-285	130-120	1-165	1.2%	0-174	0.4%	45%	False	False	707,407
40	132-110	129-260	2-170	1.9%	0-189	0.5%	49%	False	False	868,507
60	132-110	129-250	2-180	2.0%	0-189	0.5%	50%	False	False	780,027
80	132-110	128-200	3-230	2.8%	0-200	0.5%	66%	False	False	710,195
100	132-110	126-070	6-040	4.7%	0-206	0.5%	79%	False	False	568,762
120	132-110	126-070	6-040	4.7%	0-194	0.5%	79%	False	False	474,097

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-135
2.618	132-194
1.618	132-034
1.000	131-255
0.618	131-194
HIGH	131-095
0.618	131-034
0.500	131-015
0.382	130-316
LOW	130-255
0.618	130-156
1.000	130-095
1.618	129-316
2.618	129-156
4.250	128-215

Fisher Pivots for day following 09-Mar-2012
Pivot	1 day	3 day
R1	131-018	131-080
PP	131-017	131-060
S1	131-015	131-040

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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